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Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models

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Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time

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Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of...

Persistent link: https://www.econbiz.de/10013519244